The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | |||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | ||||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 10,768,784 | 16,219,000 | PRN | SOLE | 16,219,000 | 0 | 0 | |||
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 4,959,125 | 7,469,000 | PRN | OTR | 1 | 0 | 7,469,000 | 0 | ||
| 3D SYS CORP DEL | NOTE 11/1 | 88554DAD8 | 2,669,892 | 3,503,000 | PRN | SOLE | 3,503,000 | 0 | 0 | |||
| 3D SYS CORP DEL | NOTE 11/1 | 88554DAD8 | 1,251,885 | 1,647,000 | PRN | OTR | 1 | 0 | 1,647,000 | 0 | ||
| 8X8 INC NEW | NOTE 4.000% 2/0 | 282914AE0 | 7,928,931 | 9,025,000 | PRN | SOLE | 9,025,000 | 0 | 0 | |||
| 8X8 INC NEW | NOTE 4.000% 2/0 | 282914AE0 | 3,071,418 | 3,496,000 | PRN | OTR | 1 | 0 | 3,496,000 | 0 | ||
| ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 2,800,316 | 2,846,000 | PRN | SOLE | 2,846,000 | 0 | 0 | |||
| ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 1,317,506 | 1,339,000 | PRN | OTR | 1 | 0 | 1,339,000 | 0 | ||
| ADVANCED MICRO DEVICES INC | COM | 007903107 | 39,754,590 | 3,490 | SH | Put | SOLE | 3,490 | 0 | 0 | ||
| ADVANCED MICRO DEVICES INC | COM | 007903107 | 18,681,240 | 1,640 | SH | Put | OTR | 1 | 0 | 1,640 | 0 | |
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 6,299,745 | 8,503,000 | PRN | SOLE | 8,503,000 | 0 | 0 | |||
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 2,961,317 | 3,997,000 | PRN | OTR | 1 | 0 | 3,997,000 | 0 | ||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 29,110,640 | 33,283,000 | PRN | SOLE | 33,283,000 | 0 | 0 | |||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 13,972,610 | 15,976,000 | PRN | OTR | 1 | 0 | 15,976,000 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 4,446,809 | 5,196,000 | PRN | SOLE | 5,196,000 | 0 | 0 | |||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 1,730,204 | 2,026,000 | PRN | OTR | 1 | 0 | 2,026,000 | 0 | ||
| ALPHA HEALTHCARE ACQU CORP I | CLASS A COM | 02073F104 | 255,677 | 24,823 | SH | SOLE | 24,823 | 0 | 0 | |||
| ALPHA HEALTHCARE ACQU CORP I | CLASS A COM | 02073F104 | 104,823 | 10,177 | SH | OTR | 1 | 0 | 10,177 | 0 | ||
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 19,618,363 | 16,778,000 | PRN | SOLE | 16,778,000 | 0 | 0 | |||
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 9,613,911 | 8,222,000 | PRN | OTR | 1 | 0 | 8,222,000 | 0 | ||
| ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 4,227,171 | 4,485,000 | PRN | SOLE | 4,485,000 | 0 | 0 | |||
| ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 1,815,280 | 1,926,000 | PRN | OTR | 1 | 0 | 1,926,000 | 0 | ||
| AMYRIS INC | NOTE 1.500%11/1 | 03236MAJ0 | 3,846,200 | 20,891,000 | PRN | SOLE | 20,891,000 | 0 | 0 | |||
| AMYRIS INC | NOTE 1.500%11/1 | 03236MAJ0 | 1,777,563 | 9,655,000 | PRN | OTR | 1 | 0 | 9,655,000 | 0 | ||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 24,458,549 | 10,204,000 | PRN | SOLE | 10,204,000 | 0 | 0 | |||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 11,495,806 | 4,796,000 | PRN | OTR | 1 | 0 | 4,796,000 | 0 | ||
| ARES CAPITAL CORP | COM | 04010L103 | 407,198 | 21,671 | SH | SOLE | 21,671 | 0 | 0 | |||
| ARES CAPITAL CORP | COM | 04010L103 | 191,339 | 10,183 | SH | OTR | 1 | 0 | 10,183 | 0 | ||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 4,785,900 | 4,156,000 | PRN | SOLE | 4,156,000 | 0 | 0 | |||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 2,123,484 | 1,844,000 | PRN | OTR | 1 | 0 | 1,844,000 | 0 | ||
| ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 7,655,484 | 7,465,000 | PRN | SOLE | 7,465,000 | 0 | 0 | |||
| ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 3,599,565 | 3,510,000 | PRN | OTR | 1 | 0 | 3,510,000 | 0 | ||
| ASCENDIS PHARMA A/S | NOTE 2.250% 4/0 | 04351PAD3 | 616,496 | 675,000 | PRN | SOLE | 675,000 | 0 | 0 | |||
| ASCENDIS PHARMA A/S | NOTE 2.250% 4/0 | 04351PAD3 | 296,832 | 325,000 | PRN | OTR | 1 | 0 | 325,000 | 0 | ||
| ATLANTICA SUSTAINABLE INFR P | SHS | G0751N103 | 255,496 | 109 | SH | Put | SOLE | 109 | 0 | 0 | ||
| AURORA CANNABIS INC | NOTE 5.500% 2/2 | 05156XAG3 | 11,352,430 | 11,696,000 | PRN | SOLE | 11,696,000 | 0 | 0 | |||
| AURORA CANNABIS INC | NOTE 5.500% 2/2 | 05156XAG3 | 5,335,526 | 5,497,000 | PRN | OTR | 1 | 0 | 5,497,000 | 0 | ||
| B. RILEY FINANCIAL INC | COM | 05580M108 | 442,328 | 9,620 | SH | SOLE | 9,620 | 0 | 0 | |||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 3,456,446 | 3,818,000 | PRN | SOLE | 3,818,000 | 0 | 0 | |||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 1,522,720 | 1,682,000 | PRN | OTR | 1 | 0 | 1,682,000 | 0 | ||
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 7,658,449 | 28,848,000 | PRN | SOLE | 28,848,000 | 0 | 0 | |||
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 2,986,605 | 11,250,000 | PRN | OTR | 1 | 0 | 11,250,000 | 0 | ||
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 35,157,527 | 34,373,000 | PRN | SOLE | 34,373,000 | 0 | 0 | |||
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 15,114,270 | 14,777,000 | PRN | OTR | 1 | 0 | 14,777,000 | 0 | ||
| BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 41,562,536 | 39,680,000 | PRN | SOLE | 39,680,000 | 0 | 0 | |||
| BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 19,525,503 | 18,649,000 | PRN | OTR | 1 | 0 | 18,649,000 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 5,417,500 | 625 | SH | Call | SOLE | 625 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 8,881,580 | 102,464 | SH | SOLE | 102,464 | 0 | 0 | |||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 2,245,012 | 259 | SH | Call | OTR | 1 | 0 | 259 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 3,583,698 | 41,344 | SH | OTR | 1 | 0 | 41,344 | 0 | ||
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 5,175,954 | 5,177,000 | PRN | SOLE | 5,177,000 | 0 | 0 | |||
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 2,222,551 | 2,223,000 | PRN | OTR | 1 | 0 | 2,223,000 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 42,013,755 | 44,459,000 | PRN | SOLE | 44,459,000 | 0 | 0 | |||
| BLOCK INC | NOTE 5/0 | 852234AJ2 | 16,392,347 | 19,727,000 | PRN | SOLE | 19,727,000 | 0 | 0 | |||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 19,747,665 | 20,897,000 | PRN | OTR | 1 | 0 | 20,897,000 | 0 | ||
| BLOCK INC | NOTE 5/0 | 852234AJ2 | 7,708,645 | 9,273,000 | PRN | OTR | 1 | 0 | 9,273,000 | 0 | ||
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 26,749,582 | 21,971,000 | PRN | SOLE | 21,971,000 | 0 | 0 | |||
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 12,571,853 | 10,326,000 | PRN | OTR | 1 | 0 | 10,326,000 | 0 | ||
| BOOKING HOLDINGS INC | COM | 09857L108 | 18,597,173 | 6,887 | SH | SOLE | 6,887 | 0 | 0 | |||
| BOOKING HOLDINGS INC | COM | 09857L108 | 7,998,377 | 2,962 | SH | OTR | 1 | 0 | 2,962 | 0 | ||
| BOX INC | NOTE 1/1 | 10316TAB0 | 13,005,105 | 10,434,000 | PRN | SOLE | 10,434,000 | 0 | 0 | |||
| BOX INC | NOTE 1/1 | 10316TAB0 | 6,112,424 | 4,904,000 | PRN | OTR | 1 | 0 | 4,904,000 | 0 | ||
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 9,338,657 | 15,086,000 | PRN | SOLE | 15,086,000 | 0 | 0 | |||
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 4,499,715 | 7,269,000 | PRN | OTR | 1 | 0 | 7,269,000 | 0 | ||
| CANOPY GROWTH CORP | COM | 138035100 | 10,796 | 21,168 | SH | OTR | 1 | 0 | 21,168 | 0 | ||
| CARVANA CO | CL A | 146869102 | 1,321,920 | 510 | SH | Put | SOLE | 510 | 0 | 0 | ||
| CARVANA CO | CL A | 146869102 | 622,080 | 240 | SH | Put | OTR | 1 | 0 | 240 | 0 | |
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 5,194,875 | 4,682,000 | PRN | SOLE | 4,682,000 | 0 | 0 | |||
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 2,440,992 | 2,200,000 | PRN | OTR | 1 | 0 | 2,200,000 | 0 | ||
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 11,857,106 | 13,425,000 | PRN | SOLE | 13,425,000 | 0 | 0 | |||
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 5,573,945 | 6,311,000 | PRN | OTR | 1 | 0 | 6,311,000 | 0 | ||
| CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 6,540,786 | 2,379,000 | PRN | SOLE | 2,379,000 | 0 | 0 | |||
| CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 3,079,311 | 1,120,000 | PRN | OTR | 1 | 0 | 1,120,000 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 6,781,806 | 8,049,000 | PRN | SOLE | 8,049,000 | 0 | 0 | |||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 3,188,266 | 3,784,000 | PRN | OTR | 1 | 0 | 3,784,000 | 0 | ||
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 41,887,931 | 30,615,000 | PRN | SOLE | 30,615,000 | 0 | 0 | |||
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 20,105,934 | 14,695,000 | PRN | OTR | 1 | 0 | 14,695,000 | 0 | ||
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.625% 2/1 | 19459JAA2 | 1,430,674 | 1,419,000 | PRN | SOLE | 1,419,000 | 0 | 0 | |||
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.625% 2/1 | 19459JAA2 | 570,656 | 566,000 | PRN | OTR | 1 | 0 | 566,000 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 21,187,303 | 18,644,000 | PRN | SOLE | 18,644,000 | 0 | 0 | |||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 9,961,805 | 8,766,000 | PRN | OTR | 1 | 0 | 8,766,000 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 26,165,905 | 21,048,000 | PRN | SOLE | 21,048,000 | 0 | 0 | |||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 12,821,890 | 10,314,000 | PRN | OTR | 1 | 0 | 10,314,000 | 0 | ||
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 188,099,559 | 60,192,000 | PRN | SOLE | 60,192,000 | 0 | 0 | |||
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 72,740,462 | 23,277,000 | PRN | OTR | 1 | 0 | 23,277,000 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 6,402,891 | 12,162,000 | PRN | SOLE | 12,162,000 | 0 | 0 | |||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 5,077,835 | 10,034,000 | PRN | SOLE | 10,034,000 | 0 | 0 | |||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 3,073,514 | 5,838,000 | PRN | OTR | 1 | 0 | 5,838,000 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 2,386,593 | 4,716,000 | PRN | OTR | 1 | 0 | 4,716,000 | 0 | ||
| DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 6,031,424 | 6,230,000 | PRN | SOLE | 6,230,000 | 0 | 0 | |||
| DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 2,342,865 | 2,420,000 | PRN | OTR | 1 | 0 | 2,420,000 | 0 | ||
| DOORDASH INC | CL A | 25809K105 | 5,196,560 | 680 | SH | Put | SOLE | 680 | 0 | 0 | ||
| DOORDASH INC | CL A | 25809K105 | 2,445,440 | 320 | SH | Put | OTR | 1 | 0 | 320 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 7,435,220 | 7,868,000 | PRN | SOLE | 7,868,000 | 0 | 0 | |||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 4,768,485 | 4,965,000 | PRN | SOLE | 4,965,000 | 0 | 0 | |||
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 3,047,609 | 3,225,000 | PRN | OTR | 1 | 0 | 3,225,000 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 1,954,455 | 2,035,000 | PRN | OTR | 1 | 0 | 2,035,000 | 0 | ||
| DYNAVAX TECHNOLOGIES CORP | NOTE 2.500% 5/1 | 268158AD4 | 20,486,967 | 14,582,000 | PRN | SOLE | 14,582,000 | 0 | 0 | |||
| DYNAVAX TECHNOLOGIES CORP | NOTE 2.500% 5/1 | 268158AD4 | 9,016,963 | 6,418,000 | PRN | OTR | 1 | 0 | 6,418,000 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 3,840,168 | 4,081,000 | PRN | SOLE | 4,081,000 | 0 | 0 | |||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 1,805,203 | 1,919,000 | PRN | OTR | 1 | 0 | 1,919,000 | 0 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | 2,011,957 | 17,142 | SH | SOLE | 17,142 | 0 | 0 | |||
| EURONET WORLDWIDE INC | COM | 298736109 | 781,919 | 6,662 | SH | OTR | 1 | 0 | 6,662 | 0 | ||
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 23,505,243 | 21,491,000 | PRN | SOLE | 21,491,000 | 0 | 0 | |||
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 11,283,961 | 10,317,000 | PRN | OTR | 1 | 0 | 10,317,000 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 23,945,110 | 20,965,000 | PRN | SOLE | 20,965,000 | 0 | 0 | |||
| EVOLENT HEALTH INC | NOTE 3.500%12/0 | 30050BAF8 | 5,122,763 | 2,979,000 | PRN | SOLE | 2,979,000 | 0 | 0 | |||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 11,493,425 | 10,063,000 | PRN | OTR | 1 | 0 | 10,063,000 | 0 | ||
| EVOLENT HEALTH INC | NOTE 3.500%12/0 | 30050BAF8 | 2,256,148 | 1,312,000 | PRN | OTR | 1 | 0 | 1,312,000 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 8,662,983 | 8,026,000 | PRN | SOLE | 8,026,000 | 0 | 0 | |||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 4,069,731 | 3,774,000 | PRN | OTR | 1 | 0 | 3,774,000 | 0 | ||
| FARFETCH LTD | NOTE 3.750% 5/0 | 30744WAD9 | 7,233,909 | 8,841,000 | PRN | SOLE | 8,841,000 | 0 | 0 | |||
| FARFETCH LTD | NOTE 3.750% 5/0 | 30744WAD9 | 3,402,989 | 4,159,000 | PRN | OTR | 1 | 0 | 4,159,000 | 0 | ||
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 1,711,035 | 1,769,000 | PRN | SOLE | 1,769,000 | 0 | 0 | |||
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 803,771 | 831,000 | PRN | OTR | 1 | 0 | 831,000 | 0 | ||
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 4,163,955 | 7,218,000 | PRN | SOLE | 7,218,000 | 0 | 0 | |||
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 1,667,198 | 2,890,000 | PRN | OTR | 1 | 0 | 2,890,000 | 0 | ||
| GOAL ACQUISITIONS CORP | *W EXP 02/11/202 | 38021H115 | 147,240 | 14,185 | SH | Call | SOLE | 14,185 | 0 | 0 | ||
| GOL LINHAS AEREAS INTELIGENT | SPON ADR PFD NEW | 38045R206 | 2,592,408 | 4,748 | SH | Put | SOLE | 4,748 | 0 | 0 | ||
| GOL LINHAS AEREAS INTELIGENT | SPON ADR PFD NEW | 38045R206 | 1,036,854 | 1,899 | SH | Put | OTR | 1 | 0 | 1,899 | 0 | |
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 16,107,628 | 17,982,000 | PRN | SOLE | 17,982,000 | 0 | 0 | |||
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 7,504,711 | 8,378,000 | PRN | OTR | 1 | 0 | 8,378,000 | 0 | ||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 7,563,668 | 24,727,000 | PRN | SOLE | 24,727,000 | 0 | 0 | |||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 3,252,496 | 10,633,000 | PRN | OTR | 1 | 0 | 10,633,000 | 0 | ||
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 1,040,400 | 2,720,000 | PRN | SOLE | 2,720,000 | 0 | 0 | |||
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 489,600 | 1,280,000 | PRN | OTR | 1 | 0 | 1,280,000 | 0 | ||
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 24,664,217 | 24,072,000 | PRN | SOLE | 24,072,000 | 0 | 0 | |||
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 11,406,894 | 11,133,000 | PRN | OTR | 1 | 0 | 11,133,000 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 14,190,545 | 16,579,000 | PRN | SOLE | 16,579,000 | 0 | 0 | |||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 6,651,251 | 7,792,000 | PRN | OTR | 1 | 0 | 7,792,000 | 0 | ||
| HEARTLAND MEDIA ACQUISITION | *W EXP 99/99/999 | 42237V116 | 188,518 | 17,886 | SH | Call | SOLE | 17,886 | 0 | 0 | ||
| HEARTLAND MEDIA ACQUISITION | CL A COM | 42237V108 | 377,047 | 35,773 | SH | SOLE | 35,773 | 0 | 0 | |||
| HEARTLAND MEDIA ACQUISITION | CL A COM | 42237V108 | 147,054 | 13,952 | SH | OTR | 1 | 0 | 13,952 | 0 | ||
| IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 824,477 | 897,000 | PRN | SOLE | 897,000 | 0 | 0 | |||
| IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 1,512,002 | 1,645,000 | PRN | OTR | 1 | 0 | 1,645,000 | 0 | ||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 6,095,315 | 7,176,000 | PRN | SOLE | 7,176,000 | 0 | 0 | |||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 2,865,886 | 3,374,000 | PRN | OTR | 1 | 0 | 3,374,000 | 0 | ||
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 7,483,738 | 727 | SH | Call | SOLE | 727 | 0 | 0 | ||
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 3,222,022 | 313 | SH | Call | OTR | 1 | 0 | 313 | 0 | |
| ITRON INC | NOTE 3/1 | 465741AN6 | 11,188,309 | 12,498,000 | PRN | SOLE | 12,498,000 | 0 | 0 | |||
| ITRON INC | NOTE 3/1 | 465741AN6 | 5,373,038 | 6,002,000 | PRN | OTR | 1 | 0 | 6,002,000 | 0 | ||
| KARYOPHARM THERAPEUTICS INC | NOTE 3.000%10/1 | 48576UAA4 | 1,925,943 | 2,891,000 | PRN | SOLE | 2,891,000 | 0 | 0 | |||
| KARYOPHARM THERAPEUTICS INC | NOTE 3.000%10/1 | 48576UAA4 | 905,347 | 1,359,000 | PRN | OTR | 1 | 0 | 1,359,000 | 0 | ||
| KINROSS GOLD CORP | COM | 496902404 | 1,289,331 | 2,703 | SH | Call | SOLE | 2,703 | 0 | 0 | ||
| KINROSS GOLD CORP | COM | 496902404 | 618,669 | 1,297 | SH | Call | OTR | 1 | 0 | 1,297 | 0 | |
| KNIGHTSWAN ACQUISITION CORP | *W EXP 99/99/999 | 499103117 | 285,157 | 26,978 | SH | Call | SOLE | 26,978 | 0 | 0 | ||
| KNIGHTSWAN ACQUISITION CORP | CL A COM | 499103109 | 570,325 | 53,957 | SH | SOLE | 53,957 | 0 | 0 | |||
| KNIGHTSWAN ACQUISITION CORP | *W EXP 99/99/999 | 499103117 | 111,207 | 10,521 | SH | Call | OTR | 1 | 0 | 10,521 | 0 | |
| KNIGHTSWAN ACQUISITION CORP | CL A COM | 499103109 | 222,425 | 21,043 | SH | OTR | 1 | 0 | 21,043 | 0 | ||
| LI AUTO INC | NOTE 0.250% 5/0 | 50202MAB8 | 4,693,805 | 3,401,000 | PRN | SOLE | 3,401,000 | 0 | 0 | |||
| LI AUTO INC | NOTE 0.250% 5/0 | 50202MAB8 | 2,210,458 | 1,599,000 | PRN | OTR | 1 | 0 | 1,599,000 | 0 | ||
| LIV CAPITAL ACQUISITN CORP I | *W EXP 02/07/202 | G5510R113 | 228,769 | 21,582 | SH | Call | SOLE | 21,582 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 12,757,985 | 11,996,000 | PRN | SOLE | 11,996,000 | 0 | 0 | |||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 5,993,722 | 5,642,000 | PRN | OTR | 1 | 0 | 5,642,000 | 0 | ||
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 43,061,484 | 13,463,000 | PRN | SOLE | 13,463,000 | 0 | 0 | |||
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 20,240,146 | 6,328,000 | PRN | OTR | 1 | 0 | 6,328,000 | 0 | ||
| MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 7,721,567 | 7,362,000 | PRN | SOLE | 7,362,000 | 0 | 0 | |||
| MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 3,396,147 | 3,238,000 | PRN | OTR | 1 | 0 | 3,238,000 | 0 | ||
| MARATHON DIGITAL HOLDINGS IN | NOTE 1.000%12/0 | 565788AB2 | 10,501,807 | 19,421,000 | PRN | SOLE | 19,421,000 | 0 | 0 | |||
| MARATHON DIGITAL HOLDINGS IN | NOTE 1.000%12/0 | 565788AB2 | 4,133,587 | 7,579,000 | PRN | OTR | 1 | 0 | 7,579,000 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 3,337,599 | 3,796,000 | PRN | SOLE | 3,796,000 | 0 | 0 | |||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 1,399,752 | 1,592,000 | PRN | OTR | 1 | 0 | 1,592,000 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 4,192,812 | 468 | SH | Call | SOLE | 468 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 5,631,986 | 62,864 | SH | SOLE | 62,864 | 0 | 0 | |||
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 1,630,538 | 182 | SH | Call | OTR | 1 | 0 | 182 | 0 | |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 2,201,764 | 24,576 | SH | OTR | 1 | 0 | 24,576 | 0 | ||
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 4,707,242 | 4,335,000 | PRN | SOLE | 4,335,000 | 0 | 0 | |||
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 664,926 | 1,021,000 | PRN | SOLE | 1,021,000 | 0 | 0 | |||
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 1,835,119 | 1,690,000 | PRN | OTR | 1 | 0 | 1,690,000 | 0 | ||
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 311,949 | 479,000 | PRN | OTR | 1 | 0 | 479,000 | 0 | ||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 2,038,382 | 2,380,000 | PRN | SOLE | 2,380,000 | 0 | 0 | |||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 959,239 | 1,120,000 | PRN | OTR | 1 | 0 | 1,120,000 | 0 | ||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 16,929,165 | 8,502,000 | PRN | SOLE | 8,502,000 | 0 | 0 | |||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 7,963,616 | 3,998,000 | PRN | OTR | 1 | 0 | 3,998,000 | 0 | ||
| MOOLEC SCIENCE SA | *W EXP 12/30/202 | L64875112 | 60,032 | 16,313 | SH | Call | SOLE | 16,313 | 0 | 0 | ||
| MORINGA ACQUISITION CORP | *W EXP 02/22/202 | G6S23K124 | 149,347 | 14,183 | SH | Call | SOLE | 14,183 | 0 | 0 | ||
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 16,671,503 | 15,878,000 | PRN | SOLE | 15,878,000 | 0 | 0 | |||
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 8,002,909 | 7,622,000 | PRN | OTR | 1 | 0 | 7,622,000 | 0 | ||
| NEW YORK CMNTY BANCORP INC | COM | 649445103 | 764,320 | 680 | SH | Put | SOLE | 680 | 0 | 0 | ||
| NEW YORK CMNTY BANCORP INC | COM | 649445103 | 359,680 | 320 | SH | Put | OTR | 1 | 0 | 320 | 0 | |
| NIKE INC | CL B | 654106103 | 1,070,589 | 97 | SH | Call | SOLE | 97 | 0 | 0 | ||
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 20,760,186 | 12,937,000 | PRN | SOLE | 12,937,000 | 0 | 0 | |||
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 8,927,024 | 5,563,000 | PRN | OTR | 1 | 0 | 5,563,000 | 0 | ||
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 25,726,808 | 29,997,000 | PRN | SOLE | 29,997,000 | 0 | 0 | |||
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 12,928,085 | 15,003,000 | PRN | OTR | 1 | 0 | 15,003,000 | 0 | ||
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 3,272,022 | 3,845,000 | PRN | SOLE | 3,845,000 | 0 | 0 | |||
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 1,412,708 | 1,655,000 | PRN | OTR | 1 | 0 | 1,655,000 | 0 | ||
| OCCIDENTAL PETE CORP | COM | 674599105 | 235,200 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | |||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 6,690,004 | 7,382,000 | PRN | SOLE | 7,382,000 | 0 | 0 | |||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 3,278,845 | 3,618,000 | PRN | OTR | 1 | 0 | 3,618,000 | 0 | ||
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 14,015,693 | 19,790,000 | PRN | SOLE | 19,790,000 | 0 | 0 | |||
| OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 5,608,402 | 7,919,000 | PRN | OTR | 1 | 0 | 7,919,000 | 0 | ||
| ORACLE CORP | COM | 68389X105 | 8,098,120 | 680 | SH | Put | SOLE | 680 | 0 | 0 | ||
| ORACLE CORP | COM | 68389X105 | 3,810,880 | 320 | SH | Put | OTR | 1 | 0 | 320 | 0 | |
| OVINTIV INC | COM | 69047Q102 | 5,143,257 | 1,351 | SH | Call | SOLE | 1,351 | 0 | 0 | ||
| OVINTIV INC | COM | 69047Q102 | 2,470,743 | 649 | SH | Call | OTR | 1 | 0 | 649 | 0 | |
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 38,003,196 | 39,831,000 | PRN | SOLE | 39,831,000 | 0 | 0 | |||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 17,861,912 | 18,721,000 | PRN | OTR | 1 | 0 | 18,721,000 | 0 | ||
| PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374AB0 | 12,440,604 | 12,735,000 | PRN | SOLE | 12,735,000 | 0 | 0 | |||
| PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374AB0 | 5,847,622 | 5,986,000 | PRN | OTR | 1 | 0 | 5,986,000 | 0 | ||
| PDD HOLDINGS INC | NOTE 10/0 | 722304AB8 | 50,021,030 | 30,223,000 | PRN | SOLE | 30,223,000 | 0 | 0 | |||
| PDD HOLDINGS INC | NOTE 10/0 | 722304AB8 | 23,510,198 | 14,205,000 | PRN | OTR | 1 | 0 | 14,205,000 | 0 | ||
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 1,637,743 | 1,785,000 | PRN | SOLE | 1,785,000 | 0 | 0 | |||
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 656,015 | 715,000 | PRN | OTR | 1 | 0 | 715,000 | 0 | ||
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 7,009,054 | 8,469,000 | PRN | SOLE | 8,469,000 | 0 | 0 | |||
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 3,294,727 | 3,981,000 | PRN | OTR | 1 | 0 | 3,981,000 | 0 | ||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 19,791,168 | 8,984,000 | PRN | SOLE | 8,984,000 | 0 | 0 | |||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 9,303,016 | 4,223,000 | PRN | OTR | 1 | 0 | 4,223,000 | 0 | ||
| PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 6,196,104 | 6,505,000 | PRN | SOLE | 6,505,000 | 0 | 0 | |||
| PROS HOLDINGS INC | NOTE 1.000% 5/1 | 74346YAH6 | 3,036,615 | 3,188,000 | PRN | OTR | 1 | 0 | 3,188,000 | 0 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 31,807,970 | 24,156,000 | PRN | SOLE | 24,156,000 | 0 | 0 | |||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 14,949,324 | 11,353,000 | PRN | OTR | 1 | 0 | 11,353,000 | 0 | ||
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 1,790,139 | 1,688,000 | PRN | SOLE | 1,688,000 | 0 | 0 | |||
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 737,054 | 695,000 | PRN | OTR | 1 | 0 | 695,000 | 0 | ||
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 30,838,249 | 30,271,000 | PRN | SOLE | 30,271,000 | 0 | 0 | |||
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | 25,010,934 | 19,535,000 | PRN | SOLE | 19,535,000 | 0 | 0 | |||
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 14,460,933 | 14,229,000 | PRN | OTR | 1 | 0 | 14,229,000 | 0 | ||
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | 11,755,843 | 9,182,000 | PRN | OTR | 1 | 0 | 9,182,000 | 0 | ||
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 11,039,120 | 1,360 | SH | Put | SOLE | 1,360 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 5,194,880 | 640 | SH | Put | OTR | 1 | 0 | 640 | 0 | |
| SELINA HOSPITALITY PLC | *W EXP 10/27/202 | G8059B119 | 22,095 | 21,662 | SH | Call | OTR | 1 | 0 | 21,662 | 0 | |
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 4,052,629 | 4,983,000 | PRN | SOLE | 4,983,000 | 0 | 0 | |||
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 1,783,547 | 2,193,000 | PRN | OTR | 1 | 0 | 2,193,000 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 17,044,392 | 15,646,000 | PRN | SOLE | 15,646,000 | 0 | 0 | |||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 7,990,121 | 7,354,000 | PRN | OTR | 1 | 0 | 7,354,000 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 11,387,581 | 12,504,000 | PRN | SOLE | 12,504,000 | 0 | 0 | |||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 4,558,644 | 5,004,000 | PRN | OTR | 1 | 0 | 5,004,000 | 0 | ||
| SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 12,896,192 | 13,249,000 | PRN | SOLE | 13,249,000 | 0 | 0 | |||
| SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 5,152,053 | 5,293,000 | PRN | OTR | 1 | 0 | 5,293,000 | 0 | ||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 22,456,097 | 18,845,000 | PRN | SOLE | 18,845,000 | 0 | 0 | |||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 10,555,379 | 8,858,000 | PRN | OTR | 1 | 0 | 8,858,000 | 0 | ||
| SOUTHWEST AIRLS CO | COM | 844741108 | 5,101,989 | 1,409 | SH | Call | SOLE | 1,409 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | COM | 844741108 | 10,418,088 | 287,713 | SH | SOLE | 287,713 | 0 | 0 | |||
| SOUTHWEST AIRLS CO | COM | 844741108 | 2,140,011 | 591 | SH | Call | OTR | 1 | 0 | 591 | 0 | |
| SOUTHWEST AIRLS CO | COM | 844741108 | 4,377,101 | 120,881 | SH | OTR | 1 | 0 | 120,881 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 30,143,040 | 680 | SH | Put | SOLE | 680 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 6,445,909 | 7,431,000 | PRN | SOLE | 7,431,000 | 0 | 0 | |||
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 3,095,876 | 3,569,000 | PRN | OTR | 1 | 0 | 3,569,000 | 0 | ||
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 14,465,814 | 17,007,000 | PRN | SOLE | 17,007,000 | 0 | 0 | |||
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 6,808,437 | 7,993,000 | PRN | OTR | 1 | 0 | 7,993,000 | 0 | ||
| STANDARD BIOTOOLS INC | NOTE 5.250%12/0 | 34385PAF5 | 7,188,994 | 6,738,000 | PRN | SOLE | 6,738,000 | 0 | 0 | |||
| STANDARD BIOTOOLS INC | NOTE 5.250%12/0 | 34385PAF5 | 2,946,869 | 2,762,000 | PRN | OTR | 1 | 0 | 2,762,000 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 6.750% 7/1 | 85571BBA2 | 10,434,182 | 10,204,000 | PRN | SOLE | 10,204,000 | 0 | 0 | |||
| STARWOOD PPTY TR INC | NOTE 6.750% 7/1 | 85571BBA2 | 4,904,188 | 4,796,000 | PRN | OTR | 1 | 0 | 4,796,000 | 0 | ||
| STRATIM CLOUD ACQUISITION CO | *W EXP 03/05/202 | 86309R115 | 122,101 | 11,820 | SH | Call | SOLE | 11,820 | 0 | 0 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 16,787,721 | 21,299,000 | PRN | SOLE | 21,299,000 | 0 | 0 | |||
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 7,890,600 | 10,011,000 | PRN | OTR | 1 | 0 | 10,011,000 | 0 | ||
| SUNRUN INC | NOTE 2/0 | 86771WAB1 | 11,081,707 | 15,257,000 | PRN | SOLE | 15,257,000 | 0 | 0 | |||
| SUNRUN INC | NOTE 2/0 | 86771WAB1 | 5,430,088 | 7,476,000 | PRN | OTR | 1 | 0 | 7,476,000 | 0 | ||
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 10,582,290 | 15,423,000 | PRN | SOLE | 15,423,000 | 0 | 0 | |||
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 4,230,721 | 6,166,000 | PRN | OTR | 1 | 0 | 6,166,000 | 0 | ||
| TILRAY BRANDS INC | COM | 88688T100 | 110,250 | 70,673 | SH | SOLE | 70,673 | 0 | 0 | |||
| TILRAY BRANDS INC | NOTE 5.000%10/0 | 88688TAB6 | 14,234,475 | 14,324,000 | PRN | SOLE | 14,324,000 | 0 | 0 | |||
| TILRAY BRANDS INC | NOTE 5.000%10/0 | 88688TAB6 | 6,832,031 | 6,875,000 | PRN | OTR | 1 | 0 | 6,875,000 | 0 | ||
| VANECK ETF TRUST | SEMICONDUCTR ETF | 92189F676 | 10,353,000 | 680 | SH | Put | SOLE | 680 | 0 | 0 | ||
| VANECK ETF TRUST | SEMICONDUCTR ETF | 92189F676 | 4,872,000 | 320 | SH | Put | OTR | 1 | 0 | 320 | 0 | |
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 6,089,102 | 4,762,000 | PRN | SOLE | 4,762,000 | 0 | 0 | |||
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 2,861,699 | 2,238,000 | PRN | OTR | 1 | 0 | 2,238,000 | 0 | ||
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 11,572,099 | 10,473,000 | PRN | SOLE | 10,473,000 | 0 | 0 | |||
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 5,554,564 | 5,027,000 | PRN | OTR | 1 | 0 | 5,027,000 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 12,311,206 | 13,949,000 | PRN | SOLE | 13,949,000 | 0 | 0 | |||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 5,786,240 | 6,556,000 | PRN | OTR | 1 | 0 | 6,556,000 | 0 | ||
| VOYA FINANCIAL INC | COM | 929089100 | 4,876,280 | 680 | SH | Put | SOLE | 680 | 0 | 0 | ||
| VOYA FINANCIAL INC | COM | 929089100 | 2,294,720 | 320 | SH | Put | OTR | 1 | 0 | 320 | 0 | |
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 3,933,583 | 4,762,000 | PRN | SOLE | 4,762,000 | 0 | 0 | |||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 1,848,669 | 2,238,000 | PRN | OTR | 1 | 0 | 2,238,000 | 0 | ||
| WELLS FARGO CO NEW | COM | 949746101 | 4,353,360 | 1,020 | SH | Put | SOLE | 1,020 | 0 | 0 | ||
| WELLS FARGO CO NEW | COM | 949746101 | 1,668,489 | 39,093 | SH | SOLE | 39,093 | 0 | 0 | |||
| WELLS FARGO CO NEW | COM | 949746101 | 2,048,640 | 480 | SH | Put | OTR | 1 | 0 | 480 | 0 | |
| WELLS FARGO CO NEW | COM | 949746101 | 784,074 | 18,371 | SH | OTR | 1 | 0 | 18,371 | 0 | ||
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 28,032,439 | 28,050,000 | PRN | SOLE | 28,050,000 | 0 | 0 | |||
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 10,818,224 | 10,825,000 | PRN | OTR | 1 | 0 | 10,825,000 | 0 | ||
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 2,627,265 | 3,400,000 | PRN | SOLE | 3,400,000 | 0 | 0 | |||
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 1,237,312 | 1,600,000 | PRN | OTR | 1 | 0 | 1,600,000 | 0 | ||
| XOMETRY INC | NOTE 1.000% 2/0 | 98423FAB5 | 7,720,799 | 10,070,000 | PRN | SOLE | 10,070,000 | 0 | 0 | |||
| XOMETRY INC | NOTE 1.000% 2/0 | 98423FAB5 | 3,396,539 | 4,430,000 | PRN | OTR | 1 | 0 | 4,430,000 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 44,520,924 | 38,070,000 | PRN | SOLE | 38,070,000 | 0 | 0 | |||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 17,348,403 | 14,848,000 | PRN | OTR | 1 | 0 | 14,848,000 | 0 | ||